+107.7%
COST vs ELAN
-30.9%
+138.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | +0.1% |
| 7D | -1.2% | -5.4% | +4.2% | -0.7% |
| 30D | -4.7% | +4.7% | -9.4% | -5.1% |
| 3M | -7.1% | -3.7% | -3.5% | -7.0% |
| 6M | -8.5% | -1.2% | -7.3% | -9.0% |
| YTD | +5.4% | +2.4% | +3.0% | +4.3% |
| 1Y | -5.6% | +23.4% | -29.0% | -8.6% |
| 3Y | +68.5% | +96.7% | -28.2% | +49.1% |
| All | +107.7% | -30.9% | +138.6% | +124.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ELAN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling